Keybot the Quant remains short. The algorithm is very active today, clicking off five numbers thus far today. The retail sector tried to hold on but collapsed at 3 PM taking the broad market lower. SPX currently trying to hold the critical 1204 support.
Interestingly, volatility, VIX is only up 2.8%, a move of double that would be expected considering the broad market move lower. Thus, many traders continue to believe in the potential Santa Claus Rally.
1/1/12; 7:00 PM EST EOM EOQ4 EOY2011 =
12/27/11; 10:00 AM EST =
12/25/11; 7:00 PM EST =
12/22/11; 10:00 AM EST =
12/20/11; 9:00 AM EST =
12/19/11; 2:59 PM EST = -42; signal line is -12
12/19/11; 2:50 PM EST = -26; signal line is -10
12/19/11; 2:04 PM EST = -42; signal line is -8
12/19/11; 1:43 PM EST = -26; signal line is -6
12/19/11; 1:38 PM EST = -42; signal line is -5
12/18/11; 7:00 PM EST = -26; signal line is -4
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